#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Times;
using Cephei.QL.Termstructures;
using Cephei.QL.Termstructures.Volatility.Equityfx;
using Cephei.QL;
namespace Cephei.QL.Termstructures.Yield
{
    /// <summary> 
	/// ! Drift term structure for modelling the common drift term: riskFreeRate - dividendYield - 0.5*vol*vol  \note This term structure will remain linked to the original structures, i.e., any changes in the latters will be reflected in this structure as well.
	/// </summary>
    [Guid ("7672ABF6-E70C-4368-8920-7831A5D39C44"),ComVisible(true)]
	public interface IDriftTermStructure : Cephei.QL.Termstructures.Yield.IZeroYieldStructure
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Times.ICalendar Calendar {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Times.IDayCounter DayCounter {get;}
        /// <summary> 
		/// 
		/// </summary>
		 DateTime MaxDate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 DateTime ReferenceDate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 UInt32 SettlementDays {get;}
    }   

    /// <summary> 
	/// ! Drift term structure for modelling the common drift term: riskFreeRate - dividendYield - 0.5*vol*vol  \note This term structure will remain linked to the original structures, i.e., any changes in the latters will be reflected in this structure as well. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IDriftTermStructure_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IDriftTermStructure Create (Cephei.QL.Termstructures.IYieldTermStructure riskFreeTS, Cephei.QL.Termstructures.IYieldTermStructure dividendTS, Cephei.QL.Termstructures.Volatility.Equityfx.IBlackVolTermStructure blackVolTS);
    }
}

